Super Mario Sunshine: never worked + corrupted memory card errors!

So I downloaded Super Mario Sunshine in an .iso file and using Dolphin I loaded it, when I get to the memory loading screen; this shows up and I can't access the game. The errors that show are; I hit the A box, then it says 'Could not save. Begin playing anyway?' and I click 'yes' and then it reads 'The data in the Memory Card in Slot A is corrupt and must be formatted. Format now?' and I click 'yes' and it says 'Select any file to continue without saving' and the cycle repeats! Help appreciated!